Concepedia
Statistics
Publications
23
Citations
3.3K
H-Index
19
Active since
2000
Affiliations
The University of Melbourne(Current)
The University of Texas at Austin
Arizona State University
Department of Finance
University of Houston
Federico Nardari is an author at The University of Melbourne specializing in business, economics, and finance.
Publications per year
2000–2018
Markov chain Monte Carlo methods for stochastic volatility models
Siddhartha Chib, Federico Nardari, Neil Shephard · Journal of Econometrics · 2002 · 608 citations
Business, Finance, Mathematics +14
Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets
John M. Griffin, Patrick J. Kelly, Federico Nardari · Review of Financial Studies · 2010 · 587 citations
Business, Economics, Finance +17
Time-varying short-horizon predictability☆
Sam James Henkel, J. Spencer Martin, Federico Nardari · Journal of Financial Economics · 2010 · 565 citations
Analysis of high dimensional multivariate stochastic volatility models
Siddhartha Chib, Federico Nardari, Neil Shephard · Journal of Econometrics · 2005 · 346 citations
Business, Data Science, Statistical Modeling +16
Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries
John M. Griffin, Federico Nardari, René M. Stulz · Review of Financial Studies · 2006 · 316 citations
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